中国科学技术大学 maotiantian--Home-- Characterization of left-monotone risk aversion in the RDEU model

毛甜甜

Associate professor

E-Mail:

Contact Information:86-551-63606231

Degree:Dr

Click:Times

The Last Update Time: ..

Current position: Home >> Scientific Research >> Paper Publications

Characterization of left-monotone risk aversion in the RDEU model

Hits:

Impact Factor:1.359

DOI number:10.1016/j.insmatheco.2012.02.003

Journal:INSURANCE MATHEMATICS & ECONOMICS

First Author:maotiantian

Correspondence Author:maotiantian

Document Code:000303295400012

Volume:50

Issue:3

Page Number:413-422

ISSN No.:0167-6687

Translation or Not:no

Date of Publication:2012-04-30

Included Journals:SCI、SSCI

Pre One:PRESERVATION OF LOG-CONCAVITY UNDER CONVOLUTION

Next One:ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS